Musnad Ahmad 529:6

'Ali ibn Bahr narrated to us, Baqiyyah ibn al-Walid narrated to us, Nasr ibn 'Alqamah narrated to me, he said: Men from Banu Sulaym narrated to me, from 'Utbah ibn 'Abd al-Sulami, he said: The Messenger of Allah (peace and blessings of Allah be upon him) said: "Do not cut the forelocks of horses, for there is blessing in them. Do not shear their manes, for they are their warmth. And do not cut their tails, for they are their fly-swatters."